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Author Topic: ICBIT Derivatives Market (USD/BTC futures trading) - LIVE  (Read 88459 times)
boomerlu
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July 22, 2013, 04:46:42 PM
 #881

When are we getting a VWAP (or some other mechanism) to set the clearing price? While I'm not personally very concerned as far as my own trading, a better mechanism would add to the legitimacy of the exchange. This is in response to akwfleaspirit, who, while certainly misinformed about a lot, is right that it's way too easy to manipulate the clearing price.

A "clearing cross" like NYSE's open/close crosses might help, and as a bonus you can put in margin called positions so they have access to the hopefully greater liquidity. It's also an established point in time to do lots of liquidity - if you can get traders to gather at these times, you may see more trading overall. A good cross can also simplify trading for those who don't want to babysit their limit orders.

I was under the impression that BTCUSD futures were already cleared with mtgox vwap.
They are settled at Highest Volume Exchange VWAP at expiry, but clear mark-to-market twice a day at the last sale.

Edit: Used to say "Gox VWAP at expiry", this could change going forward.
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July 30, 2013, 04:59:53 AM
 #882

Please fix expired certificate before the market moves much.
Fireball
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July 30, 2013, 08:09:01 AM
 #883

Please fix expired certificate before the market moves much.

Yes of course, it's fixed already.

Margin trading platform OrderBook.net (ICBIT): https://orderbook.net
Follow us in Twitter: https://twitter.com/orderbooknet
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July 30, 2013, 04:47:15 PM
 #884

I just deployed an update to the trading engine. From now on orders id numbers are "permanent" and won't be changed for those orders which stay over clearing. This was an unnecessary legacy feature.

Order id and trade id are 64 bit integer values, so when they overlap (if that ever happens), there will be a good enough distance between numbers for software to work properly.

This makes life of trading API users simpler.

Margin trading platform OrderBook.net (ICBIT): https://orderbook.net
Follow us in Twitter: https://twitter.com/orderbooknet
boomerlu
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July 31, 2013, 04:57:26 PM
 #885

Fireball, any comment on whether we will have a change of reference exchange for final settlement? I guess Gox is still in the lead for August and probably September, but it's conceivable that Bitstamp could take over as the benchmark in the coming months.
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July 31, 2013, 05:20:26 PM
 #886

Fireball, any comment on whether we will have a change of reference exchange for final settlement? I guess Gox is still in the lead for August and probably September, but it's conceivable that Bitstamp could take over as the benchmark in the coming months.
well on the page it say the bigger exchange by volume so just click this link from time to time http://bitcoinity.org/markets/list?currency=ALL&span=30d

Los desesperados publican que lo inventó el rey que rabió, porque todo son en el rabias y mas rabias, disgustos y mas disgustos, pezares y mas pezares; si el que compra algunas partidas vé que baxan, rabia de haver comprado; si suben, rabia de que no compró mas; si compra, suben, vende, gana y buelan aun á mas alto precio del que ha vendido; rabia de que vendió por menor precio: si no compra ni vende y ván subiendo, rabia de que haviendo tenido impulsos de comprar, no llegó á lograr los impulsos; si van baxando, rabia de que, haviendo tenido amagos de vender, no se resolvió á gozar los amagos; si le dan algun consejo y acierta, rabia de que no se lo dieron antes; si yerra, rabia de que se lo dieron; con que todo son inquietudes, todo arrepentimientos, tododelirios, luchando siempre lo insufrible con lo feliz, lo indomito con lo tranquilo y lo rabioso con lo deleytable.
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July 31, 2013, 09:13:06 PM
 #887

Fireball, any comment on whether we will have a change of reference exchange for final settlement? I guess Gox is still in the lead for August and probably September, but it's conceivable that Bitstamp could take over as the benchmark in the coming months.
well on the page it say the bigger exchange by volume so just click this link from time to time http://bitcoinity.org/markets/list?currency=ALL&span=30d

bitcoincharts is more trustable in my opinion, but anyway, even bitcoinity shows that Gox still leads the volume. This situation may significantly change in the coming months.

Margin trading platform OrderBook.net (ICBIT): https://orderbook.net
Follow us in Twitter: https://twitter.com/orderbooknet
boomerlu
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August 01, 2013, 12:39:39 AM
 #888

Fireball, any comment on whether we will have a change of reference exchange for final settlement? I guess Gox is still in the lead for August and probably September, but it's conceivable that Bitstamp could take over as the benchmark in the coming months.
well on the page it say the bigger exchange by volume so just click this link from time to time http://bitcoinity.org/markets/list?currency=ALL&span=30d

bitcoincharts is more trustable in my opinion, but anyway, even bitcoinity shows that Gox still leads the volume. This situation may significantly change in the coming months.
[/quote]
Understood; what can we expect from you as far as guidance in case that situation arises? What data source will you look at, will you announce a change, etc? That is more what I'm asking.
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August 02, 2013, 12:11:56 PM
 #889

Good news for those who are interested in algo trading.

I just put up an initial reference implementation of our trading bot written in C# on GitHub. Fully open source code.

It's not a final version, it's rather work-in-progress, but as we want collaboration with the community (it is made for community in the first place), it's better to "release early, release often".

What's there already:
- Trading library for ICBIT API. Async, event-driven, small code. Receives and handles most of the message types. Keeps dictionary of all tradable assets. Keeps local copy of orders and balances. Creates and cancels orders on futures and exchange markets.
- Third party library for MtGox Streaming API is included. This is needed for those who wish to do automated arbitrage between exchanges (e.g., futures/spot arbitrage between ICBIT and MtGox).
- WebSocket library is included, which implements everything necessary to connect to ICBIT and MtGox Streaming API.
- fastJSON library for parsing JSON objects very fast.

What's planned:
- Improve create order algo (add up event based model, handle server's reply, assign unique user token id to track the order from the moment of submitting the create order request)
- Implement trading history retrieving
- Implement some basic trading strategy - e.g. EMA-based one
- Many other things

Please let me know your feedback. Also, if you wish to improve something, we highly appreciate collaboration and would motivate your contribution with a BTC reward.

Margin trading platform OrderBook.net (ICBIT): https://orderbook.net
Follow us in Twitter: https://twitter.com/orderbooknet
Fireball
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August 03, 2013, 09:41:50 AM
 #890

Nice article on The Genesis Block explaining how to use difficulty futures contract.

Margin trading platform OrderBook.net (ICBIT): https://orderbook.net
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August 06, 2013, 09:14:45 PM
 #891

Is it possible to download a list of all transactions made on our account in a programmatic fashion? Full history access in a programmatic way, including time of trade or settlement, price, size, fee paid, etc.

This is a requirement for us to deploy an algo on your system.
Fireball
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August 07, 2013, 11:51:50 AM
 #892

Is it possible to download a list of all transactions made on our account in a programmatic fashion? Full history access in a programmatic way, including time of trade or settlement, price, size, fee paid, etc.

This is a requirement for us to deploy an algo on your system.

Yes, I will make this available soon, and update the reference implementation in C# to show how to use these commands.

Margin trading platform OrderBook.net (ICBIT): https://orderbook.net
Follow us in Twitter: https://twitter.com/orderbooknet
myself
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August 07, 2013, 04:39:10 PM
 #893

any plans for options ?

Los desesperados publican que lo inventó el rey que rabió, porque todo son en el rabias y mas rabias, disgustos y mas disgustos, pezares y mas pezares; si el que compra algunas partidas vé que baxan, rabia de haver comprado; si suben, rabia de que no compró mas; si compra, suben, vende, gana y buelan aun á mas alto precio del que ha vendido; rabia de que vendió por menor precio: si no compra ni vende y ván subiendo, rabia de que haviendo tenido impulsos de comprar, no llegó á lograr los impulsos; si van baxando, rabia de que, haviendo tenido amagos de vender, no se resolvió á gozar los amagos; si le dan algun consejo y acierta, rabia de que no se lo dieron antes; si yerra, rabia de que se lo dieron; con que todo son inquietudes, todo arrepentimientos, tododelirios, luchando siempre lo insufrible con lo feliz, lo indomito con lo tranquilo y lo rabioso con lo deleytable.
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August 11, 2013, 07:02:33 PM
 #894

any plans for options ?

Yes, we plan that, however we think it's better to further improve futures trading before moving on to adding options support.

Margin trading platform OrderBook.net (ICBIT): https://orderbook.net
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August 11, 2013, 08:51:05 PM
 #895

any plans for options ?

Yes, we plan that, however we think it's better to further improve futures trading before moving on to adding options support.
1. after options can you add fixed term bonds ? that will be awesome after options Smiley (can be done some risk free moneys if the market goes bananas like now)
2. due the recent problems on gox and even on BS do you consider to add other cryptos ?
2.1 a BTC/LTC internal exchange (to be back up market if main markets die)
2.2 a BTC/LTC futures + options + bonds
2.3 a LTC/NMC internal exchange (to be back up market if main markets die)
2.4 a LTC/NMC futures + options +bonds





Los desesperados publican que lo inventó el rey que rabió, porque todo son en el rabias y mas rabias, disgustos y mas disgustos, pezares y mas pezares; si el que compra algunas partidas vé que baxan, rabia de haver comprado; si suben, rabia de que no compró mas; si compra, suben, vende, gana y buelan aun á mas alto precio del que ha vendido; rabia de que vendió por menor precio: si no compra ni vende y ván subiendo, rabia de que haviendo tenido impulsos de comprar, no llegó á lograr los impulsos; si van baxando, rabia de que, haviendo tenido amagos de vender, no se resolvió á gozar los amagos; si le dan algun consejo y acierta, rabia de que no se lo dieron antes; si yerra, rabia de que se lo dieron; con que todo son inquietudes, todo arrepentimientos, tododelirios, luchando siempre lo insufrible con lo feliz, lo indomito con lo tranquilo y lo rabioso con lo deleytable.
boomerlu
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August 12, 2013, 03:20:05 PM
 #896

any plans for options ?

Yes, we plan that, however we think it's better to further improve futures trading before moving on to adding options support.
For options, I suggest having a beta site and working with market makers before releasing into production.
myself
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August 12, 2013, 04:17:43 PM
 #897

any plans for options ?

Yes, we plan that, however we think it's better to further improve futures trading before moving on to adding options support.
For options, I suggest having a beta site and working with market makers before releasing into production.
if icbit will add fixed term bonds liquidity is guaranteed

Los desesperados publican que lo inventó el rey que rabió, porque todo son en el rabias y mas rabias, disgustos y mas disgustos, pezares y mas pezares; si el que compra algunas partidas vé que baxan, rabia de haver comprado; si suben, rabia de que no compró mas; si compra, suben, vende, gana y buelan aun á mas alto precio del que ha vendido; rabia de que vendió por menor precio: si no compra ni vende y ván subiendo, rabia de que haviendo tenido impulsos de comprar, no llegó á lograr los impulsos; si van baxando, rabia de que, haviendo tenido amagos de vender, no se resolvió á gozar los amagos; si le dan algun consejo y acierta, rabia de que no se lo dieron antes; si yerra, rabia de que se lo dieron; con que todo son inquietudes, todo arrepentimientos, tododelirios, luchando siempre lo insufrible con lo feliz, lo indomito con lo tranquilo y lo rabioso con lo deleytable.
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August 13, 2013, 03:47:16 PM
 #898

1. after options can you add fixed term bonds ? that will be awesome after options Smiley (can be done some risk free moneys if the market goes bananas like now)
2. due the recent problems on gox and even on BS do you consider to add other cryptos ?
2.1 a BTC/LTC internal exchange (to be back up market if main markets die)
2.2 a BTC/LTC futures + options + bonds

Good news everyone!
We launched new Litecoin futures accounted in Bitcoins! It's a linear futures contract, specification explains all details but in short:
LTC/BTC-9.13
Lot size is 10 LTC
Leverage currently is ~1:5

All accounting is done in Bitcoins.
Buying N futures contracts at Price1 and then selling them at Price2 would bring same profit/loss as buying 10 multiplied by N Litecoins for Bitcoins at Price1 (expressed as LTC/BTC) and then selling all of them for Bitcoins at Price2.

Margin trading platform OrderBook.net (ICBIT): https://orderbook.net
Follow us in Twitter: https://twitter.com/orderbooknet
myself
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chaos is fun...…damental :)


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August 13, 2013, 07:08:36 PM
 #899

1. after options can you add fixed term bonds ? that will be awesome after options Smiley (can be done some risk free moneys if the market goes bananas like now)
2. due the recent problems on gox and even on BS do you consider to add other cryptos ?
2.1 a BTC/LTC internal exchange (to be back up market if main markets die)
2.2 a BTC/LTC futures + options + bonds

Good news everyone!
We launched new Litecoin futures accounted in Bitcoins! It's a linear futures contract, specification explains all details but in short:
LTC/BTC-9.13
Lot size is 10 LTC
Leverage currently is ~1:5

All accounting is done in Bitcoins.
Buying N futures contracts at Price1 and then selling them at Price2 would bring same profit/loss as buying 10 multiplied by N Litecoins for Bitcoins at Price1 (expressed as LTC/BTC) and then selling all of them for Bitcoins at Price2.
awesome no more fiat :=)
Quote
Good news everyone!
require http://www.youtube.com/watch?v=1D1cap6yETA


Los desesperados publican que lo inventó el rey que rabió, porque todo son en el rabias y mas rabias, disgustos y mas disgustos, pezares y mas pezares; si el que compra algunas partidas vé que baxan, rabia de haver comprado; si suben, rabia de que no compró mas; si compra, suben, vende, gana y buelan aun á mas alto precio del que ha vendido; rabia de que vendió por menor precio: si no compra ni vende y ván subiendo, rabia de que haviendo tenido impulsos de comprar, no llegó á lograr los impulsos; si van baxando, rabia de que, haviendo tenido amagos de vender, no se resolvió á gozar los amagos; si le dan algun consejo y acierta, rabia de que no se lo dieron antes; si yerra, rabia de que se lo dieron; con que todo son inquietudes, todo arrepentimientos, tododelirios, luchando siempre lo insufrible con lo feliz, lo indomito con lo tranquilo y lo rabioso con lo deleytable.
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August 23, 2013, 08:54:58 PM
 #900

Important trading API change notification:
Now ticker updates use their own channel prefixed with ticker_ instead of sharing the orderbook_ one! Please update your software to subscribe to these channels if you need tickers info.

The benefit is that you can filter out orderbook updates if you don't require them.

Margin trading platform OrderBook.net (ICBIT): https://orderbook.net
Follow us in Twitter: https://twitter.com/orderbooknet
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